+32.8%
SNOW vs CCI
-40.1%
+72.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -4.8% |
| 7D | +2.8% | -0.4% | +3.2% | +3.1% |
| 30D | +6.4% | +2.7% | +3.7% | +5.6% |
| 3M | +38.1% | -18.2% | +56.3% | +46.3% |
| 6M | +100.4% | -14.8% | +115.2% | +109.1% |
| YTD | +53.7% | -12.6% | +66.3% | +58.4% |
| 1Y | +52.0% | -16.7% | +68.7% | +58.7% |
| 3Y | +114.7% | -10.5% | +125.2% | +103.6% |
| 5Y | +8.8% | -51.4% | +60.2% | +47.0% |
| All | +32.8% | -40.1% | +72.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling